In the small angle X-ray scattering (SAXS) experiment of Beijing Synchrotron Radiation Facility (BSRF), the measurement of non-in-situ samples usually occupies a large proportion. The experimental efficiency is low by using the traditional sample holder which carries a single sample at a time. In this work, an automatic sample changing device is designed for SAXS experiment at synchrotron radiation facility. It can carry ten samples at a time, and the sample movement, light alignment and exposure can be operated by wireless remote control outside the experimental hutch, which increases the experimental efficiency. This paper briefly introduces the basic structure, function and application of the device.